Rapport Backtest

Stratégie · SimpleMaManaged   |   Ticker · AAPL   |   2015-01-02 → 2025-10-31
Capital Final 10,685.35 €
P&L +685.35 € (+6.85%)
Total Trades 44
Max Drawdown 15.52%
Sharpe
0.11
Sortino
0.06
Calmar
0.04

Equity Curve

Underwater Curve

Performance

CAGR0.61%
Ulcer Index0.09
Expectancy15.58

Trades Overview

Total44 Win Rate31.82%
Profit Factor1.13 Payoff Ratio2.41

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-04-15 04:00:00 2015-07-09 04:00:00 Long 15 28.18 27.64 -95.38 -1.91% 85
2015-07-23 04:00:00 2015-07-31 04:00:00 Long 15 28.25 27.36 -156.44 -3.15% 8
2015-09-17 04:00:00 2015-09-30 04:00:00 Long 15 26.00 24.69 -243.64 -5.04% 13
2015-10-26 04:00:00 2015-11-16 05:00:00 Long 15 26.55 25.07 -260.90 -5.55% 21
2015-12-01 05:00:00 2015-12-14 05:00:00 Long 15 26.81 25.25 -270.04 -5.82% 13
2016-02-29 05:00:00 2016-03-17 04:00:00 Long 15 21.99 23.89 386.82 8.62% 16
2016-06-01 04:00:00 2016-06-20 04:00:00 Long 15 22.62 21.86 -155.03 -3.34% 19
2016-07-18 04:00:00 2016-07-26 04:00:00 Long 15 22.54 22.05 -101.21 -2.20% 8
2016-09-19 04:00:00 2016-11-04 04:00:00 Long 15 26.45 24.97 -254.21 -5.59% 46
2016-12-08 05:00:00 2017-01-12 05:00:00 Long 15 25.59 27.36 305.37 6.94% 35
2017-04-27 04:00:00 2017-05-09 04:00:00 Long 15 33.36 35.57 301.67 6.60% 12
2017-07-20 04:00:00 2017-08-09 04:00:00 Long 15 35.27 36.96 227.40 4.81% 20
2017-10-19 04:00:00 2017-10-31 04:00:00 Long 15 36.63 39.12 321.29 6.80% 12
2017-12-21 05:00:00 2017-12-27 05:00:00 Long 15 40.85 39.77 -131.17 -2.63% 6
2018-02-27 05:00:00 2018-03-22 04:00:00 Long 15 42.18 39.91 -265.02 -5.37% 22
2018-04-19 04:00:00 2018-04-23 04:00:00 Long 15 40.92 39.17 -199.66 -4.28% 4
2018-05-09 04:00:00 2018-06-26 04:00:00 Long 15 43.93 43.13 -85.87 -1.83% 48
2018-07-17 04:00:00 2018-08-03 04:00:00 Long 15 44.86 48.80 406.06 8.79% 17
2018-10-02 04:00:00 2018-10-08 04:00:00 Long 15 53.91 52.56 -121.94 -2.51% 6
2019-01-30 05:00:00 2019-03-18 04:00:00 Long 15 38.86 44.31 708.51 14.02% 46
2019-06-18 04:00:00 2019-08-06 04:00:00 Long 15 47.05 46.97 -8.67 -0.17% 49
2019-08-22 04:00:00 2019-08-26 04:00:00 Long 15 51.36 49.44 -191.63 -3.73% 4
2020-04-16 04:00:00 2020-04-21 04:00:00 Long 15 69.61 66.71 -211.10 -4.15% 5
2020-10-13 04:00:00 2020-10-20 04:00:00 Long 15 121.91 112.74 -367.00 -7.53% 7
2020-11-17 05:00:00 2020-11-24 05:00:00 Long 15 116.55 110.71 -233.47 -5.01% 7
2021-04-08 04:00:00 2021-05-11 04:00:00 Long 15 125.90 120.42 -202.89 -4.36% 33
2021-06-16 04:00:00 2021-07-06 04:00:00 Long 15 127.50 136.66 320.38 7.18% 20
2021-10-22 04:00:00 2021-11-22 05:00:00 Long 15 146.62 158.13 368.36 7.85% 31
2022-02-10 05:00:00 2022-02-14 05:00:00 Long 15 171.03 163.88 -200.16 -4.18% 4
2022-03-29 04:00:00 2022-04-01 04:00:00 Long 15 173.53 170.41 -84.45 -1.80% 3
2022-07-11 04:00:00 2022-08-01 04:00:00 Long 15 143.28 157.91 468.11 10.21% 21
2022-10-31 04:00:00 2022-11-03 04:00:00 Long 15 150.86 139.49 -363.63 -7.53% 3
2022-11-21 05:00:00 2022-11-29 05:00:00 Long 15 148.15 141.92 -199.17 -4.20% 8
2023-01-24 05:00:00 2023-03-22 04:00:00 Long 15 138.43 156.95 611.23 13.38% 56
2023-09-07 04:00:00 2023-09-22 04:00:00 Long 15 173.57 172.54 -27.67 -0.59% 15
2023-10-17 04:00:00 2023-10-23 04:00:00 Long 15 175.02 168.82 -173.62 -3.54% 6
2023-11-10 05:00:00 2024-01-05 05:00:00 Long 15 182.52 180.01 -67.71 -1.37% 56
2024-01-30 05:00:00 2024-02-16 05:00:00 Long 15 189.43 181.65 -194.55 -4.11% 17
2024-05-06 04:00:00 2024-06-12 04:00:00 Long 15 181.14 205.68 638.04 13.55% 37
2024-08-22 04:00:00 2024-09-17 04:00:00 Long 15 226.85 214.20 -278.22 -5.57% 26
2024-09-30 04:00:00 2024-10-02 04:00:00 Long 15 229.09 224.28 -101.04 -2.10% 2
2024-11-27 05:00:00 2024-12-17 05:00:00 Long 15 233.76 248.59 296.61 6.34% 20
2025-02-19 05:00:00 2025-02-28 05:00:00 Long 15 244.18 235.77 -168.24 -3.44% 9
2025-05-05 04:00:00 2025-08-14 04:00:00 Long 15 202.71 233.51 739.22 15.19% 101